Heidelberg University

Statistics II

Winter term 2017/2018

Lecture

  • Time: Tuesdays (11:15–12:45 am), Thursdays (11:15–12:45 Uhr)
  • Location: Mathematikon INF205, Seminar Room 5

Contact

Syllabus

Amongst others, the course will cover these topics:
  • Asymptotics of Mamximum Likelihood Estimators
  • Test Theory: Likelihood-Ratio-Test, Wald-Test, Score-Test
  • Local Asymptotic Normality (LAN)
  • Contiguity
  • Asymptotic Efficiency of Tests
  • Ranktests
  • Efficiency of Estimators - Cramer Rao Bound
  • LASSO Estimator

Literature

  • A. W. van der Vaart: Asymtptotic Statistics, Cambridge University Press

Registration for exercise groups

You can sign up for an exercise group with MÜSLI. In case of problems please contact Alexander Kreiß.

Exercise groups

The exercise class will be tutored by Joseph Meyer, it will be held every
  • Wednesday, 9am - 11am in Seminar Room 10, Mathematikon.
The first exercise class will be held on October 25th. To attend the exercise group, please register on MÜSLI (please do this now, so we know how many students are going to attend the class).

Homework Assignments

Exercise sheets will be made available here for download every Friday. Please submit your solutions one week later (on Friday) by 1pm into the letter box number 33 (in the first floor). Your achieved marks will count for exam admission.

Lecture Notes

The lecture notes are here available for download. The credentials for the login are provided during the lectures and exercise classes.

Examination

Admission:
In order to take the exam you have to achieve at least 50% of the achievable points of the homework assignments.

Grade:
Your final grade for this course corresponds to your exam result.

First Exam: 6th February 2018, 11am, Seminar Room 5 (Mathematikon, 4th Floor)
Second Exam: 12th April 2018
It is not allowed to bring any items or texts to the exam. In particular you may not use calculators, lecture notes or any other hand or machine written material.